Generalized infinite factorization models
成果类型：
Article
署名作者：
Schiavon, L.; Canale, A.; Dunson, D. B.
署名单位：
University of Padua; Duke University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asab056
发表日期：
2022
页码：
817835
关键词：
摘要：
Factorization models express a statistical object of interest in terms of a collection of simpler objects. For example, a matrix or tensor can be expressed as a sum of rank-one components. In practice, however, it can be challenging to infer the number of components and the relative impact of the different components. A popular idea is to include infinitely many components whose impact decreases with the component index. This article is motivated by two limitations of such existing methods: (i) lack of careful consideration of the within-component sparsity structure; and (ii) not accommodating grouped variables and other nonexchangeable structures. We propose a general class of infinite factorization models that address these limitations. Theoretical support is provided, practical gains are demonstrated in simulation studies, and an ecology application focusing on modelling bird species occurrence is discussed.
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